Hi, I just started to upgrade my strategies from MC 2.1 to 5.0 and got into the following issue: During optimizing one strategy the memory for MC 5 just went up to +/- 2Gb and then MC crashed. Because this didn't happen in MC 2.1 I tried to figure out why. It seems that the 5 optimizer doesn't free ...

Hi Marina, It's a long time ago I had support from you; the last half year I'm running several MC (2.1.999) instances on DEV, TEST and PROD without serious problems. Great! Because I had to upgrade my Java (1.6.0_10) and TWS (888.3), the IB datafeed from MC 2.1 was not stable anymore. That's the rea...

Hai Marina, I ran into a strange behaviour of MC (2.1 and 3.0). The result of the expression: Mod(TimeToMinutes(time) - TimeToMinutes(0900.00), BarInterval of data2) = 0 returns (only) at a 16.20u bar false instead of true! I can show it via Live Helpdesk but it's also easy to reproduce. Can you giv...

Marina, I'm not sure but maybe I found the problem. The strReply buffer used with CallNamedPipe(gstrPipename, strBuf, intLen, strReply, intLen2, ... is always given a (fixed) length of 255 (intLen2) chars. I'm not sure how the OS handles this buffer within the CallNamedPipe function but I suspect th...

Dear Marina, In the topic http://forum.tssupport.com/viewtopic.php?t=2977 Andrew stated that backtesting is done on the same resolution as the chart. I have a intraday strategy (10 minute bars) which uses stop orders. In real time the tick data is used -as expected- to test the stop condition. This ...

Marina, I'm using output parameters in external dll function calls. The documentation of EL describes: Text strings are passed by address as a default when the LPSTR parameter type is used. Do not change the size of the passed string within your DLL, as this can cause unpredictable results. How can ...

Hello Support, Some of the DLL routines we need to call must return a string value (char *). If we allocate space on the system heap with malloc, and return a pointer to that space to MC, can we be sure that MC will, after the string has been used, free the space on the heap? We will be calling the ...

Marina, I can now reproduce this behaviour of the PLEditor: Take a symbol with lots of bars (N); make a strategy (signal) which have a print statement for every bar; optimize this strategy with lots of simulations (M). The output window of the PLEditor will be filled with the output of the print sta...

ABC, Thanks for your help. The strategy does trade with more than one contract, see the code in the start post. The problem is indeed that only one contract is closed when the strategy is turning. The last open contract is closed by default when there is no more symbol data. You can see that there a...

Marina, It looks like that not all open contracts are automatically closed by MC when the marketposition reverses. Contracts are left open until the end of the chart. This gives unexpected results. It only happens when the # contracts in the second order > 1. Please comment on this. Thanks, Rob. If ...

Marina, Thanks for your explanation. You are faster than the response I would give you on basis of my research: I ran the same code with TS2000i and got, like you said, the same results. That's when some bells rang; my understanding of a position/entry was wrong. I thought that a position/entry was ...

Marina, I don't understand your answer completely. This script is called every bar, during the first bar only 1 position is taken, the second bar (when the script for the first bar is finished) the second position is taken and so on. I thought that the code/script is calculated for every bar? Regard...

Marina, Thanks for your quick answer. Because it's a urgent problem for me I called also the phone helpdek (spoke to Surgey?) who asked me to send my problem via help@tssupport.com. Because I've already contact with you now, I will not send it again via email. The code I provided was only part of my...

Marina, I try to change a strategy to a pyramiding strategy but I can't get the right EntryPrices for positions greater than the first position. It looks like that the reserved words could not handle pyramiding? They don't change after the first position. Can you help me with this? Thanks, Rob. Samp...

Marina, Let me explain my problem in more detail. I have a chart with two data series in different timeframes. I plot a XAverage via an indicator on top of this chart, based on data2 (50 min.). Now I want to use this XAverage value of data2 in my strategy (signal) which is bound (automatically) to d...

Marina, The first and second data series starting on exactly the same start date (start of a session): because the data1 series has another timeframe (eg. 10 minutes), the first (visual) bar of this timeframe is -of course- earlier after the session start than the first bar of the data2 series (eg. ...

Marina, I've a problem when calculating a formula (let's say a EMA) which depends on the BarNumber and two dataN series on the chart. Take a chart with two data series with MaxBarsBack = 5 for the same symbol with different time frames (10 minutes for data1 and 50 minutes for data2, for example). Ma...

Marina, Thanks! It works. As a (former) software engineer it is strange for me that the strategy position reserved words are only calculated after the strategy code is executed and not directly after a statement. If I'm right the strategy position reserved words are calculated just before the (next)...

@marina: Thanks for your answer. I hope that this functionality will be top priority. @denizen2: Thanks for your comment. And your right, it's easy to 'complain' about the things MC cannot do but sometimes we forgot to tell that we like the way the product is going: After 1 month of extensivelly tes...

I'm now working extensively with MC during the last weeks and I really miss debug functionality. It's difficult to find out what kind of debugging MC supports. For example the reserved word "breakpoint" is NOT in the list of NOT supported reserved words so you can asume that it must working. The PL ...

Marina, Thanks for your answer. I will explain my problem in more detail. When I create an order, lets say a buy, together with an stop (loss) order, lets say a sell stop on bar 2 and that stop order is filled somewhere during the next bar (bar 3) the reserved words MarketPosition/BarsSince.... are ...

Marina, I have some problems using the strategy position reserved words. My strategy uses al lot of opening orders with the "this bar on close" order action. In the same strategy code, after the code of these order statement(s) I want to use the strategy position reserved words: marketposition, bars...

Marina, The reserved words sessionstarttime and sessionendtime gives different results when running normal in a signal and when optimizing the same signal. I think this must be wrong. The following simple signal code reproduces this: Inputs: OnlyForOptimize(0); print (date, " ", time, " ","sessionst...

Hi Marina, That's a fast response. Thank you! I'm not sure which action I did before the PLEditor freezes. I'm doing mainly strategy development. That is changing signal code by interpreting the corresponding charts and than run a lot of optimizes on the signal parameters and change again the code. ...

For the last two days my PLEditor (version 2.0, file version 1.6.966.24865) is very unstable; when I'm not using it for a while it freezes and consumes up a lot of resources (see task manager picture). The signals which I have open in de editor are already compiled so the editor has 'nothing' to do ...

Marina, As a supplement on the email I send you yesterday, I have found some interesting new information on the problem. It looks like that when the data series are active (sessions are open, real time data feed is coming in) the error occurs. When I change the 'from date' of the data ranges in the ...

Hi, I'm currently working with the latest MC 2.1 (2.1.999.999) version and run into the following problem: When I have the following statement in my signal: EMALongTimeframe= XAverage(close, LengthEMALongTimeframe) of data2 {longer time frame data}; the optimizer gives the error "Not enough series l...